+444.5%
JBL vs S
-57.7%
+502.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | -1.2% | +5.2% | +4.2% |
| 30D | -7.5% | -12.6% | +5.1% | -5.7% |
| 3M | -14.1% | +27.6% | -41.6% | -17.8% |
| 6M | +25.9% | +35.5% | -9.6% | +18.2% |
| YTD | +36.7% | +29.6% | +7.1% | +28.7% |
| 1Y | +49.0% | +8.1% | +40.9% | +44.2% |
| 3Y | +191.8% | +14.8% | +177.0% | +172.0% |
| 5Y | +409.8% | -70.6% | +480.3% | +426.2% |
| All | +444.5% | -57.7% | +502.3% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling